Titelaufnahme

Titel
Statistical inference for high dimensional panel functional time series / Zhou Zhou, Holger Dette
VerfasserZhou, Zhou ; Dette, Holger
ErschienenDortmund : Universitätsbibliothek Dortmund, February 2020
Ausgabe
Elektronische Ressource
Umfang1 Online-Ressource (30, 14 Seiten) : Diagramme
SerieDiscussion paper ; Nr. 4/2020
URNurn:nbn:de:hbz:6:2-128554 
Zugänglichkeit
 Das Dokument ist öffentlich im Netz zugänglich.
Dateien
Statistical inference for high dimensional panel functional time series [0.67 mb]
Zusammenfassung

In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis decomposition of functional data in these spaces, and derive Gaussian and multiplier bootstrap approximations for sums of high dimensional functional time series. These results have numerous important statistical consequences. Exemplarily, we consider the development of joint simultaneous con dence bands for the mean functions and the construction of tests for the hypotheses that the mean functions in the spatial dimension are parallel. The results are illustrated by means of a small simulation study and in the analysis of Canadian temperature data.

Klassifikation
Links
Nachweis
Nutzungshinweis
 Das Medienwerk ist im Rahmen des deutschen Urheberrechts nutzbar.